EBA final draft ITS on the mapping of ECAIs’ credit assessments for securitisation positions under Article 270 CRR (EBA/ITS/2016/02)

These final ITS have been developed according to Article 270 of the CRR, which mandates the EBA to specify the correspondence (‘mapping') between credit assessments and credit quality steps that shall determine the allocation of appropriate risk weights to ECAIs' credit assessments of securitisation positions